Polish from Poland here: no need to roll them out thin. Might be a variation found in your family, but typical pierogi - including those made by my Grandma - have some fluff.

A different thing is how do you make the dough. I've recently been to a potluck organized by a Canadian friend as a token Polish person there and I've seen her look up recipes in which the recipes for dough were very creative - I've seen yoghurt, eggs, cream, butter etc. being added to it. Combine that with a sharp cheddar stuffing and I quickly got heartburn :)

The way we make dough is way simpler: 2:1 white flour and boiling hot water, nothing else. Some people might add eggs, but I never do. Mix roughly while it's hot, then knead really well, roll out, shape and boil in generously salted water till they float + 1 minute.